PCA Index Dashboard Examples#
This script was last run at 2024-03-13 20:39:19.096506+00:00 (UTC)
In US/Central Time, this is 2024-03-13 15:39:19.096506-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897794 | -0.476537 | 0.085318 | -0.006961 | 0.546067 | 0.254913 |
| 1997-01-03 | -0.886086 | -0.476537 | -0.156442 | 0.008564 | 0.745623 | 0.205767 |
| 1997-01-06 | -0.882184 | -0.476537 | -0.065030 | -0.014723 | 0.778496 | 0.269694 |
| 1997-01-07 | -0.882184 | -0.455704 | -0.129980 | -0.045772 | 0.838116 | 0.383279 |
| 1997-01-08 | -0.893892 | -0.455704 | -0.022932 | -0.084584 | 0.786157 | 0.496472 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-06 | -0.815839 | -1.528618 | -0.713332 | 1.669701 | 1.123642 | -0.203250 |
| 2024-03-07 | -0.815839 | -1.497368 | -0.720549 | 1.809423 | 1.132966 | -0.250810 |
| 2024-03-08 | -0.819741 | -1.476535 | -0.684465 | 1.871521 | 1.023184 | -0.227822 |
| 2024-03-11 | -0.819741 | -1.497368 | -0.626731 | 1.871521 | 0.924885 | -0.175506 |
| 2024-03-12 | -0.843157 | -1.507785 | -0.792716 | 1.817185 | 1.034909 | 0.037325 |
7185 rows × 6 columns
pc1
DATE
1997-01-02 -0.579667
1997-01-03 -0.685894
1997-01-06 -0.668773
1997-01-07 -0.705178
1997-01-08 -0.674822
...
2024-03-06 -1.512204
2024-03-07 -1.532302
2024-03-08 -1.511438
2024-03-11 -1.486996
2024-03-12 -1.590835
Name: PC1, Length: 7185, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()